+39.8%
BKNG vs CHRW
+87.9%
-48.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -10.7% | +4.4% | -15.0% | -11.2% |
| 30D | -18.1% | +5.5% | -23.6% | -18.7% |
| 3M | +8.5% | -17.3% | +25.8% | +10.5% |
| 6M | -0.1% | -12.7% | +12.6% | +0.7% |
| YTD | -18.2% | -4.1% | -14.1% | -18.7% |
| 1Y | -19.9% | +21.2% | -41.1% | -22.8% |
| All | +39.8% | +87.9% | -48.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling